Citi Modeling/Scoring/Analysis Senior Manager in New York, New York

  • Primary Location: United States,New York,New York

  • Education: Doctorate Degree

  • Job Function: Risk Management

  • Schedule: Full-time

  • Shift: Day Job

  • Employee Status: Regular

  • Travel Time: Yes, 10 % of the Time

  • Job ID: 15093685


  • Develop and refine quantitative risk models across multiple asset classes. Maintain existing models and calibrate model parameters. Review model output to ensure reasonableness

  • Perform quantitative analysis in response to regulatory and internal inquiries

  • Coordinate model development and implementation efforts across key functions including risk management, the businesses and technology


  • PhD with a strong quantitative background. At least two years of experience in quantitative finance

  • Familiarity with typical financial products in rates, credit, mortgage and equities. Good understanding of the key market risk drivers of these products and the relevant risk factor sensitivities

  • Familiarity with the latest Basel regulatory capital framework for market risk. Good understanding of the methodology to calculate various risk measures such as VaR, expected shortfall, IRC and CRM

  • Ability to prioritize multiple projects, take ownership of tasks and work well independently or as part of a team

  • Good communication skills and ability to translate complex concepts into “user-friendly” language for different audiences